CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 19-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6885 |
0.6847 |
-0.0038 |
-0.6% |
0.6827 |
| High |
0.6904 |
0.6913 |
0.0009 |
0.1% |
0.6979 |
| Low |
0.6837 |
0.6829 |
-0.0008 |
-0.1% |
0.6777 |
| Close |
0.6848 |
0.6850 |
0.0002 |
0.0% |
0.6850 |
| Range |
0.0067 |
0.0084 |
0.0017 |
25.4% |
0.0202 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
85,808 |
81,927 |
-3,881 |
-4.5% |
531,048 |
|
| Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7116 |
0.7067 |
0.6896 |
|
| R3 |
0.7032 |
0.6983 |
0.6873 |
|
| R2 |
0.6948 |
0.6948 |
0.6865 |
|
| R1 |
0.6899 |
0.6899 |
0.6858 |
0.6924 |
| PP |
0.6864 |
0.6864 |
0.6864 |
0.6876 |
| S1 |
0.6815 |
0.6815 |
0.6842 |
0.6840 |
| S2 |
0.6780 |
0.6780 |
0.6835 |
|
| S3 |
0.6696 |
0.6731 |
0.6827 |
|
| S4 |
0.6612 |
0.6647 |
0.6804 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7475 |
0.7364 |
0.6961 |
|
| R3 |
0.7273 |
0.7162 |
0.6906 |
|
| R2 |
0.7071 |
0.7071 |
0.6887 |
|
| R1 |
0.6960 |
0.6960 |
0.6869 |
0.7016 |
| PP |
0.6869 |
0.6869 |
0.6869 |
0.6896 |
| S1 |
0.6758 |
0.6758 |
0.6831 |
0.6814 |
| S2 |
0.6667 |
0.6667 |
0.6813 |
|
| S3 |
0.6465 |
0.6556 |
0.6794 |
|
| S4 |
0.6263 |
0.6354 |
0.6739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6979 |
0.6777 |
0.0202 |
2.9% |
0.0104 |
1.5% |
36% |
False |
False |
106,209 |
| 10 |
0.7064 |
0.6777 |
0.0287 |
4.2% |
0.0114 |
1.7% |
25% |
False |
False |
86,470 |
| 20 |
0.7064 |
0.6507 |
0.0557 |
8.1% |
0.0110 |
1.6% |
62% |
False |
False |
44,119 |
| 40 |
0.7064 |
0.6339 |
0.0725 |
10.6% |
0.0093 |
1.4% |
70% |
False |
False |
22,159 |
| 60 |
0.7064 |
0.5880 |
0.1184 |
17.3% |
0.0098 |
1.4% |
82% |
False |
False |
14,812 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.5% |
0.0113 |
1.6% |
86% |
False |
False |
11,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7270 |
|
2.618 |
0.7133 |
|
1.618 |
0.7049 |
|
1.000 |
0.6997 |
|
0.618 |
0.6965 |
|
HIGH |
0.6913 |
|
0.618 |
0.6881 |
|
0.500 |
0.6871 |
|
0.382 |
0.6861 |
|
LOW |
0.6829 |
|
0.618 |
0.6777 |
|
1.000 |
0.6745 |
|
1.618 |
0.6693 |
|
2.618 |
0.6609 |
|
4.250 |
0.6472 |
|
|
| Fisher Pivots for day following 19-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6871 |
0.6877 |
| PP |
0.6864 |
0.6868 |
| S1 |
0.6857 |
0.6859 |
|